Access Statistics for Cesare Robotti

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the estimation of asset pricing models using simple regression betas 0 0 0 73 0 0 4 176
Analytical solution for the constrained Hansen-Jagannathan distance under multivariate ellipticity 0 0 1 12 1 1 5 51
Asset-pricing models and economic risk premia: a decomposition 0 1 1 159 0 2 9 913
Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models 0 0 0 24 1 2 11 52
Chi-squared tests for evaluation and comparison of asset pricing models 0 0 0 20 0 0 6 102
Dynamic strategies, asset pricing models, and the out-of-sample performance of the tangency portfolio 0 0 0 240 1 1 7 1,218
Further results on the limiting distribution of GMM sample moment conditions 0 0 0 34 1 1 7 84
Mimicking portfolios, economic risk premia, and tests of multi-beta models 0 0 1 146 0 0 9 423
Minimum-Variance Kernels and Economic Risk Premia 0 0 0 164 1 1 7 712
Minimum-variance kernels, economic risk premia, and tests of multi-beta models 0 0 0 156 0 2 5 557
Misspecification-robust inference in linear asset pricing models with irrelevant risk factors 0 0 0 33 0 0 6 90
Model comparison using the Hansen-Jagannathan distance 1 1 1 116 2 3 10 322
On the Hansen-Jagannathan distance with a no-arbitrage constraint 0 0 1 30 0 0 3 143
Playing the field: Geomagnetic storms and international stock markets 0 1 4 305 2 5 25 1,107
Pricing model performance and the two-pass cross-sectional regression methodology 0 0 1 149 1 2 12 564
Robust inference in linear asset pricing models 0 0 0 34 0 0 3 59
Specification tests of asset pricing models using excess returns 0 0 2 111 0 1 9 440
Spurious Inference in Unidentified Asset-Pricing Models 0 0 0 0 0 0 9 58
The exact distribution of the Hansen-Jagannathan bound 0 0 0 75 0 0 2 281
The price of inflation and foreign exchange risk in international equity markets 0 0 1 232 0 0 5 991
Too Good to Be True? Fallacies in Evaluating Risk Factor Models 0 0 0 17 0 1 10 50
Total Working Papers 1 3 13 2,130 10 22 164 8,393


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset returns and economic risk 0 0 1 45 0 1 8 161
Financial market frictions 1 2 7 101 3 5 24 304
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models 0 0 3 63 1 2 11 160
Model Comparison Using the Hansen-Jagannathan Distance 0 1 2 49 1 2 10 157
Specification tests of asset pricing models using excess returns 0 0 1 48 0 0 9 202
The news in financial asset returns 0 0 0 6 0 0 3 188
Total Journal Articles 1 3 14 312 5 10 65 1,172


Statistics updated 2020-11-03